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Works matching IS 19411928 AND DT 2013 AND VI 5 AND IP 2

Results: 6

1

Monitoring the Intraday Volatility Pattern.

Published in:

Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 87, doi. 10.1515/jtse-2012-0006

By:

Gabrys, Robertas;
Hörmann, Siegfried;
Kokoszka, Piotr

Publication type:

Article

2

A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis.

Published in:

Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 163, doi. 10.1515/jtse-2012-0020

By:

Game, Aaron;
Wu, Jason

Publication type:

Article

3

Asymptotic Theory for Regressions with Smoothly Changing Parameters.

Published in:

Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 133, doi. 10.1515/jtse-2012-0024

By:

Hillebrand, Eric;
Medeiros, Marcelo C.;
Xu, Junyue

Publication type:

Article

4

A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models.

Published in:

Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 193, doi. 10.1515/jtse-2012-0025

By:

Laurini, Márcio Poletti

Publication type:

Article

5

On Identifying Structural VAR Models via ARCH Effects.

Published in:

Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 117, doi. 10.1515/jtse-2013-0010

By:

Milunovich, George;
Yang, Minxian

Publication type:

Article

6

Masthead.

Published in:: Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. i, doi. 10.1515/jtse-2013-masthead2
Publication type:: Article